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Forecasting monthly inflation in the Philippines
Mariano, Roberto S. - 1985
Persistent link: https://www.econbiz.de/10000704232
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Complementarity and conflict among population and other policies : specifying an economic-demographic model for a developing country
Mariano, Roberto S. - In: The Pakistan development review : PDR 32 (1993) 4, pp. 523-534
Persistent link: https://www.econbiz.de/10001171529
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Testing forecast accuracy
Mariano, Roberto S. - In: A companion to economic forecasting, (pp. 284-298). 2002
Persistent link: https://www.econbiz.de/10001893145
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Markov switching GARCH models of currency turmoil in southeast Asia
Brunetti, Celso; Mariano, Roberto S.; Scotti, Chiara; … - Federal Reserve Board (Board of Governors of the … - 2007
This paper analyzes exchange rate turmoil with a Markov Switching GARCH model. We distinguish between two different regimes in both the conditional mean and the conditional variance: "ordinary" regime, characterized by low exchange rate changes and low volatility, and "turbulent" regime,...
Persistent link: https://www.econbiz.de/10005712844
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Simulation-based inference in econometrics : methods and applications
Mariano, Roberto S. (contributor);  … - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001497852
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Investment management & the Philippine stock market
Ilano, Alberto R. (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10000919683
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Comparing predictive accuracy
Diebold, Francis X.; Mariano, Roberto S. - 1994
Persistent link: https://www.econbiz.de/10000920919
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Testing under non-standard conditions in frequency domain : with applications to Markov regime switching models of exchange rates and the Federal Funds rate
Gong, Frank Fangxiong; Mariano, Roberto S. - 1997
Persistent link: https://www.econbiz.de/10000982524
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Stochastic prediction in dynamic nonlinear systems : econometric forecasting applications in models for developing economies
Mariano, Roberto S. - In: Economics, econometrics and the link : essays in honor …, (pp. 87-101). 1995
Persistent link: https://www.econbiz.de/10001316549
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The relationship between growth and financial markets : some outstanding theoretical issues
Mariano, Roberto S. - In: Choice, growth and development : emerging and enduring …, (pp. 117-132). 1996
Persistent link: https://www.econbiz.de/10001297890